+8.3%
LYFT vs FIVE
+16.3%
-8.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.7% | -5.5% | -8.1% |
| 7D | -14.1% | +1.7% | -15.8% | -14.1% |
| 30D | -13.7% | +5.0% | -18.7% | -13.9% |
| 3M | +7.4% | +29.5% | -22.1% | +6.8% |
| 6M | +8.3% | +12.4% | -4.1% | +7.3% |
| All | +8.3% | +16.3% | -8.0% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling